Return data and market value in Compustat

Many researchers are puzzled by the apparent lack of common data like return or market value in Compustat databases.

RETURN

Compustat North America
Fundamentals annual No

PRCC_C -- Price Close - Annual - Calendar
PRCC_F -- Price Close - Annual - Fiscal
AJEX
But no TRFD

Security daily No
Use
Needed data types PRCCD, AJEXDI, TRFD
((PRCCD / AJEXDI) * TRFD)t) /  ((PRCCD / AJEXDI) * TRFD)t-1) * 100

Source  WRDS: ((prccd/ ajexdi )* trfd )[ current ] /( prccd/ ajexdi )* trfd ))[ prior time period ]-1)*100)

Compustat Global
Fundamentals annual. No

Security daily
Price:Yes
Needed data types PRCCD, AJEXDI, TRFD
((PRCCD / AJEXDI) * TRFD)t) /  ((PRCCD / AJEXDI) * TRFD)t-1) * 100

source WRDS: ((prccd/ ajexdi )* trfd )[ current ] /( prccd/ ajexdi )* trfd ))[ prior time period ]-1)*100) 

CRSP
Stock/ security files > 

Monthly stock file 
No total return
This is what looking for return provides:

Daily Stock File
Looking for returns results in similar downloadables.

Conclusion: CRSP is not a good medium for return data

CRSP/ Compustat Merged
Fundamentals annual: No

Security daily: Yes
Needed data types PRCCD, AJEXDI, TRFD
((PRCCD / AJEXDI) * TRFD)t) /  ((PRCCD / AJEXDI) * TRFD)t-1) * 100

MARKET VALUE


Compustat North America
Fundamentals annual: Yes
MKVALT
Security daily: No.
Use PRCCD * CSHOC = Price Closing daily * Common shares outstanding

Compustat Global
Fundamentals annual: No
No price data either
Security daily: No
Use PRCCD * CSHOC  = Price Closing daily * Common shares outstanding

CRSP
Monthly stock file: No
Use Price * Number of Shares Outstanding =  PRC * SHROUT

Daily Stock File: No.
Use Price * Number of Shares Outstanding =  PRC * SHROUT


CRSP/ Compustat Merged

Fundamentals annual Yes
MKVALT -- Market Value - Total - Fiscal
Or 
Price close
PRCC_C -- Price Close - Annual - Calendar
PRCC_F -- Price Close - Annual - Fiscal
CSHO -- Common Shares Outstanding
Market value: Price * Shares outstanding

Security daily: no
Use PRCCD * CSHOC  = Price Closing daily * Common shares outstanding